Author:
Eisele Karl-Theodor,Taieb Sonia
Reference23 articles.
1. Coherent Risk Measures;Ph Artzner;Mathematical Finance,1999
2. On the Extension of the Namioka-Klee Theorem and on the Fatou Property for Risk Measures;S Biagini;Optimality and Risk: Modern Trends in Mathematical Finance,2009
3. Dual Characterization of Properties of;P Cheridito;Risk Measures on Orlicz Hearts, Mathematics and Financial Economics,2008
4. RISK MEASURES ON ORLICZ HEARTS